+194.7%
COR vs FHN
+63.2%
+131.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.5% | +3.6% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +6.8% | +1.9% | +4.8% | +6.7% |
| 3M | +8.1% | -6.9% | +15.0% | +8.4% |
| 6M | +33.0% | -3.1% | +36.1% | +33.1% |
| YTD | +3.0% | +0.6% | +2.4% | +2.9% |
| 1Y | -3.4% | +12.4% | -15.8% | -3.9% |
| 3Y | +80.1% | +133.7% | -53.6% | +72.4% |
| 5Y | +194.7% | +61.4% | +133.4% | +187.6% |
| All | +194.7% | +63.2% | +131.5% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling